This is a part of a series “Stairway to being an Azure SQL DBA“, which is one stop learning for becoming an Azure SQL DBA.
If you have been following along and have created your Azure SQL Server and Azure SQL Database, you might remember that when creating the SQL Server you had provided the “Server admin” and it’s password.

This is something similar to your “sa” account. As the name suggests it is an admin account which can do anything on the server. This is a SQL Authenticated account and if you want to use AAD authentication (like Windows authentication for SQL Server) you need have an AD admin too.
There is nothing like sysadmin account in Azure SQL Database, but these two accounts, “Server Admin” and “Active Directory Admin”, are the ones which has similar access to limited options available in Azure SQL Database.
Server Admin
This account is already configured, it was created at the creation of SQL Server only. As previously stated this is similar to the “sa” account.
The name of Server admin cannot be changed once it is setup, you can only change it’s password.
Go to your SQL Server, Overview tab, in the top bar options you also have the option to “Reset Password” when you click on it you are given the option to reset the admin password.

Active Directory Admin
This is AD counterpart of the sa account, similar to your on-premise, we generally add the SQL Server DBAs group as the Active Directory admin.
It is also created from the portal and does not exist by default, someone having the Owner permission on to the SQL Server resource and having access to views users in AAD can only set the AD admin.
To set the AD admin go to “Active Directory admin” section under Settings tab for your SQL Server.

If not already set, you will not have any AD admin, to set this up click on “Set admin” on top.
When you click on it you’ll be given the option to choose the required AD account from the list of users available. I have created SQLAdmin account to use in my case.

Once the account is selected click on “Select”.

You can connect to your Azure SQL Database using either the Server Admin or the Active Directory admin and it will be similar to sysadmin connection to your Azure SQL Server.